Risk Net: Podcast on Algorithmic Collusion
Macrohive interview: AI Manipulating Markets (and What to Do About It)
Numerix: Navigating AI and Financial Markets with Alvaro Cartea
ICMA, Brussels. 56th ICMA AGM & Conference: Reinforcement Learning: Using AI in the capital markets
Our paper The Limited Virtue of Complexity in a Noisy World has been discussed/covered in
The Economist: In praise of complicated investing strategies
Financial Times: Are bigger AI models better stock pickers? Maybe, but probably not
Bloomberg: AQR’s ‘Hard to Believe’ Study Spurs Clash Over AI Use for Quants (also here)
Bloomberg: AQR Bets On Machine Learning As Cliff Asness Becomes AI Believer (also here)
The Case for Market Timing, Forbes
Crossed signals: row over collusion pits scholars against traders, by Luke Clancy and Mauro Cesa (Risk.net)
Collusion claims cast a cloud over vital role of ETF market makers, by Chris Flood (ETF Stream)
Debunking Collusion Claims in ETF Market Making: An Insider’s Perspective, by Nicholas Phillips
Market maker 'collusion' in ETF trades on Euronext Amsterdam exchange, by Chris Flood (ETF Stream)
The curious case of the revealing orders, by Mauro Cesa and Luke Clancy (Risk.net)
Can algos collude? Quants are finding out, by Faye Kilburn (Risk.net)
Our paper